Details about J. Denis Sargan

Access statistics for papers by J. Denis Sargan.

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Short-id: psa394

Working Papers

1974

1. The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

Journal Articles

2003

1. CURRENT PROBLEMS IN ECONOMETRICS A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993
   Econometric Theory, 2003, 19, (03), 423-428
2. THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS
   Econometric Theory, 2003, 19, (03), 429-438

2001

3. MODEL BUILDING AND DATA MINING
   Econometric Reviews, 2001, 20, (2), 159-170
4. THE CHOICE BETWEEN SETS OF REGRESSORS
   Econometric Reviews, 2001, 20, (2), 171-186 View citations

1990

5. Imhof Approximations to Econometric Estimators
   Review of Economic Studies, 1990, 57, (4), 627-46 View citations

1986

6. A Theorem of Validity for Edgeworth Expansions
   Econometrica, 1986, 54, (1), 189-213 View citations

1983

7. A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
   Econometrica, 1983, 51, (5), 1551-67
8. Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
   Econometrica, 1983, 51, (6), 1635-59 View citations
9. Identification and Lack of Identification
   Econometrica, 1983, 51, (6), 1605-33 View citations
10. Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle
    Econometrica, 1983, 51, (3), 799-820 View citations
11. Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
    Econometrica, 1983, 51, (1), 153-74 View citations

1981

12. Identification in models with autoregressive errors
    Journal of Econometrics, 1981, 16, (1), 160-161 View citations

1980

13. A Model of Wage-Price Inflation
    Review of Economic Studies, 1980, 47, (1), 97-112 View citations
14. Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared
    Econometrica, 1980, 48, (5), 1107-38 View citations
15. Some Tests of Dynamic Specification for a Single Equation
    Econometrica, 1980, 48, (4), 879-97 View citations
16. The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing
    Review of Economic Studies, 1980, 47, (1), 113-35 View citations

1978

17. On the Existence of the Moments of 3SLS Estimators
    Econometrica, 1978, 46, (6), 1329-50

1977

18. The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables
    International Economic Review, 1977, 18, (3), 583-605 View citations

1976

19. Econometric Estimators and the Edgeworth Approximation
    Econometrica, 1976, 44, (3), 421-48 View citations

1975

20. Asymptotic Theory and Large Models
    International Economic Review, 1975, 16, (1), 75-91 View citations
21. Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
    Econometrica, 1975, 43, (2), 327-46 View citations

1974

22. Missing Data in an Autoregressive Model
    International Economic Review, 1974, 15, (1), 39-58 View citations
23. The Validity of Nagar's Expansion for the Moments of Econometric Estimators
    Econometrica, 1974, 42, (1), 169-76 View citations

1971

24. A General Approximation to the Distribution of Instrumental Variables Estimates
    Econometrica, 1971, 39, (1), 131-69 View citations

Chapters

1984

1. Dynamic specification
   Chapter 18 in Handbook of Econometrics, 1984, vol. 2, pp 1023-1100 View citations